+67.9%
BMY vs NTNX
+148.8%
-80.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -4.8% | -3.1% | -1.6% | -4.6% |
| 30D | -0.1% | +2.0% | -2.1% | -0.2% |
| 3M | +13.1% | +34.0% | -20.8% | +11.2% |
| 6M | +8.4% | +72.4% | -64.0% | +4.9% |
| YTD | +22.0% | +27.5% | -5.6% | +19.9% |
| 1Y | +40.3% | -18.7% | +59.0% | +41.2% |
| 3Y | +20.5% | +80.8% | -60.2% | +13.9% |
| 5Y | +23.7% | +54.5% | -30.8% | +16.4% |
| All | +67.9% | +148.8% | -80.9% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling